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bhutes
  • Member for 4 years, 10 months
  • Last seen more than a month ago
9 votes

Why does Black Scholes formula give inconsistent dimensional analysis result?

4 votes

What are the industry standards and rules of thumb when it comes to numerical methods?

3 votes
Accepted

Forward Start Spread Options

3 votes
Accepted

Finding optimal trading of option on a foward

2 votes
Accepted

Pricing structured products (Mortgage Backed Securities)

2 votes
Accepted

Finding the extrinsic value of an option with conditions

2 votes

Using a Constant as a Numeraire

2 votes
Accepted

Market maker's Operating Model

2 votes

How to create a volatile market, by combining less volatile markets?

1 vote

What are the best relative value frameworks for Corporate Credit?

1 vote

Dependence of implied volatility on spot-vol correlation

1 vote

Calculating spot rates from forward rates

1 vote

Is there an inverse relationship between (future-spot) price and yield?

1 vote

Why do we need to borrow money in the call-put parity?